List of QuantLib projects

Posted by Joseph Wang-2 on Jul 01, 2006; 1:38am
URL: http://quantlib.414.s1.nabble.com/List-of-QuantLib-projects-tp11176.html

I've put together a list of newbie quantlib projects at

http://wiki.quantlib.org/twiki/bin/view/Quantlib/NewbieProjects

The one I'm particularly interested in having someone do is to finish up the
GARCH model that is in CVS.  The basic structure of the classes is there, and
all someone needs to do is to use Hull and formulate the equations there into
something that fits with the optimization infrastructure.